The 11-year-old passed her intensive training course with flying colours and soon she was ready for duty, with this weekend marking her first 12-months on the beat.
She has been given a bag of carrots and awarded a special certificate to mark the milestone date.
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Sergeant Stuart Coates, who heads the team, says she adapted to life as a police horse quicker than any of her male counterparts.
He said: “She’s a natural.
"She’s taken to it far faster and with much more grace than any horse before her.
“We expected big things from her and she has definitely provided. She excels at everything she does – whether that’s policing large scale events or engaging with the community.”
Sgt Coates added: “It’s incredible to believe we waited 160 years to welcome a mare – Penelope is a real trailblazer and we have every intention of recruiting more mares to join our team.
"If they’re half as talented, professional and loveable as Penelope – we couldn’t possibly go wrong!”
Related article: Match day diary: How police horse team help keep crowds safe during football patrols
Sgt Coates has encouraging people to say hello when they see PH Penelope and her stablemates, with a reminder a carrot or two never goes amiss with the horses.
All the latest updates from the team can be found on Twitter via @NPMounted.